Large Trader Reporting Requirements, All Month/Any One Month Position Accountability Level, and Expiration Month Position Limit for the New PJM Western Hub 50 MW Peak Calendar-Month Real-Time LMP Swap Futures Contract

To

Members, Member firms and Market Users

From

Market Regulation Department

#

SER-4872

Notice Date

11 May 2009

Effective Date

11 May 2009

In connection with the launch of the new PJM Western Hub 50 MW Peak Calendar-Month Real-Time LMP Swap Futures contract on trade date May 18, 2009, please note below the corres-ponding accountability level (Rule 9A.26), expiration month position limit (Rule 9A.27), and reportable level (Rule 9A.34) for the new contract. The commodity code is provided for the Clearing Members that file reports pursuant to NYMEX Rule 9A.33 in a machine-readable format.

Contract related questions can be directed to Anthony V. Densieski, Director, Market Surveillance at 212.299.2881, or Chris Reinhardt, Supervisor, Market Surveillance at 212.299.2884. Please contact Martin Jacobs, Senior Director, Applications Development at 212.299.2829 if you have any information services questions.

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